+110.5%
FE vs TECK
+373.8%
-263.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.5% |
| 7D | -1.7% | -4.2% | +2.6% | -1.4% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | +0.6% | +10.1% | -9.5% | -0.3% |
| 6M | -6.8% | +26.0% | -32.8% | -8.9% |
| YTD | +6.4% | +38.0% | -31.6% | +3.1% |
| 1Y | +11.3% | +63.8% | -52.5% | +6.1% |
| 3Y | +47.1% | +68.5% | -21.4% | +37.8% |
| 5Y | +50.4% | +179.2% | -128.8% | +31.5% |
| All | +110.5% | +373.8% | -263.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling